Numerical simulation of anomalous infiltration in porous media

Nonlinear time-fractional diffusion equations have been used to describe the liquid infiltration for both subdiffusion and superdiffusion in porous media. In this paper, some problems of anomalous infiltration with a variable-order timefractional derivative in porous media are considered. The time-fractional Boussinesq equation is also considered. Two computationally efficient implicit numerical schemes for the diffusion and wave-diffusion equations are proposed. Numerical examples are provided to show that the numerical methods are computationally efficient.

Computational algorithms inspired by biological processes and evolution

In recent times computational algorithms inspired by biological processes and evolution are gaining much popularity for solving science and engineering problems. These algorithms are broadly classified into evolutionary computation and swarm intelligence algorithms, which are derived based on the analogy of natural evolution and biological activities. These include genetic algorithms, genetic programming, differential evolution, particle swarm optimization, ant colony optimization, artificial neural networks, etc. The algorithms being random-search techniques, use some heuristics to guide the search towards optimal solution and speed-up the convergence to obtain the global optimal solutions. The bio-inspired methods have several attractive features and advantages compared to conventional optimization solvers. They also facilitate the advantage of simulation and optimization environment simultaneously to solve hard-to-define (in simple expressions), real-world problems. These biologically inspired methods have provided novel ways of problem-solving for practical problems in traffic routing, networking, games, industry, robotics, economics, mechanical, chemical, electrical, civil, water resources and others fields. This article discusses the key features and development of bio-inspired computational algorithms, and their scope for application in science and engineering fields.

Maximum likelihood algorithms for joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing system

Maximum likelihood (ML) algorithms, for the joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) system, are investigated in this work. A system model that takes into account the effects of carrier frequency offset, sampling frequency offset, symbol timing error and channel impulse response is formulated. Cramer-Rao lower bounds for the estimation of continuous parameters are derived, which show the coupling effect among different impairments and the significance of the joint estimation. The authors propose an ML algorithm for the estimation of synchronisation impairments and channel together, using the grid search method. To reduce the complexity of the joint grid search in the ML algorithm, a modified ML (MML) algorithm with multiple one-dimensional searches is also proposed. Further, a stage-wise ML (SML) algorithm using existing algorithms, which estimate less number of parameters, is also proposed. Performance of the estimation algorithms is studied through numerical simulations and it is found that the proposed ML and MML algorithms exhibit better performance than SML algorithm.

Optimal uncertainty quantification via convex optimization and relaxation

Many engineering applications face the problem of bounding the expected value of a quantity of interest (performance, risk, cost, etc.) that depends on stochastic uncertainties whose probability distribution is not known exactly. Optimal uncertainty quantification (OUQ) is a framework that aims at obtaining the best bound in these situations by explicitly incorporating available information about the distribution. Unfortunately, this often leads to non-convex optimization problems that are numerically expensive to solve.

This thesis emphasizes on efficient numerical algorithms for OUQ problems. It begins by investigating several classes of OUQ problems that can be reformulated as convex optimization problems. Conditions on the objective function and information constraints under which a convex formulation exists are presented. Since the size of the optimization problem can become quite large, solutions for scaling up are also discussed. Finally, the capability of analyzing a practical system through such convex formulations is demonstrated by a numerical example of energy storage placement in power grids.

When an equivalent convex formulation is unavailable, it is possible to find a convex problem that provides a meaningful bound for the original problem, also known as a convex relaxation. As an example, the thesis investigates the setting used in Hoeffding's inequality. The naive formulation requires solving a collection of non-convex polynomial optimization problems whose number grows doubly exponentially. After structures such as symmetry are exploited, it is shown that both the number and the size of the polynomial optimization problems can be reduced significantly. Each polynomial optimization problem is then bounded by its convex relaxation using sums-of-squares. These bounds are found to be tight in all the numerical examples tested in the thesis and are significantly better than Hoeffding's bounds.

The changing face and role of CACSD

Computer Aided Control Engineering involves three parallel streams: Simulation and modelling, Control system design (off-line), and Controller implementation. In industry the bottleneck problem has always been modelling, and this remains the case - that is where control (and other) engineers put most of their technical effort. Although great advances in software tools have been made, the cost of modelling remains very high - too high for some sectors. Object-oriented modelling, enabling truly re-usable models, seems to be the key enabling technology here. Software tools to support control systems design have two aspects to them: aiding and managing the work-flow in particular projects (whether of a single engineer or of a team), and provision of numerical algorithms to support control-theoretic and systems-theoretic analysis and design. The numerical problems associated with linear systems have been largely overcome, so that most problems can be tackled routinely without difficulty - though problems remain with (some) systems of extremely large dimensions. Recent emphasis on control of hybrid and/or constrained systems is leading to the emerging importance of geometric algorithms (ellipsoidal approximation, polytope projection, etc). Constantly increasing computational power is leading to renewed interest in design by optimisation, an example of which is MPC. The explosion of embedded control systems has highlighted the importance of autocode generation, directly from modelling/simulation products to target processors. This is the 'new kid on the block', and again much of the focus of commercial tools is on this part of the control engineer's job. Here the control engineer can no longer ignore computer science (at least, for the time being). © 2006 IEEE.

The changing face and role of CACSD

Computer Aided Control Engineering involves three parallel streams: Simulation and modelling, Control system design (off-line), and Controller implementation. In industry the bottleneck problem has always been modelling, and this remains the case - that is where control (and other) engineers put most of their technical effort. Although great advances in software tools have been made, the cost of modelling remains very high - too high for some sectors. Object-oriented modelling, enabling truly re-usable models, seems to be the key enabling technology here. Software tools to support control systems design have two aspects to them: aiding and managing the work-flow in particular projects (whether of a single engineer or of a team), and provision of numerical algorithms to support control-theoretic and systems-theoretic analysis and design. The numerical problems associated with linear systems have been largely overcome, so that most problems can be tackled routinely without difficulty - though problems remain with (some) systems of extremely large dimensions. Recent emphasis on control of hybrid and/or constrained systems is leading to the emerging importance of geometric algorithms (ellipsoidal approximation, polytope projection, etc). Constantly increasing computational power is leading to renewed interest in design by optimisation, an example of which is MPC. The explosion of embedded control systems has highlighted the importance of autocode generation, directly from modelling/simulation products to target processors. This is the 'new kid on the block', and again much of the focus of commercial tools is on this part of the control engineer's job. Here the control engineer can no longer ignore computer science (at least, for the time being). ©2006 IEEE.

Optimization Algorithms on Matrix Manifolds

This book shows how to exploit the special structure of such problems to develop efficient numerical algorithms.

Optimization on manifolds: Methods and applications

This paper provides an introduction to the topic of optimization on manifolds. The approach taken uses the language of differential geometry, however,we choose to emphasise the intuition of the concepts and the structures that are important in generating practical numerical algorithms rather than the technical details of the formulation. There are a number of algorithms that can be applied to solve such problems and we discuss the steepest descent and Newton's method in some detail as well as referencing the more important of the other approaches.There are a wide range of potential applications that we are aware of, and we briefly discuss these applications, as well as explaining one or two in more detail. © 2010 Springer -Verlag Berlin Heidelberg.

Fixed-rank matrix factorizations and Riemannian low-rank optimization

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trust-region algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems, and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss the usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with state-of-the-art algorithms and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix. © 2013 Springer-Verlag Berlin Heidelberg.

Fast and effective analysis methods for fiber Raman amplifiers

A series of new single-step methods and their corresponding algorithms with automatic step size adjustment for model equations of fiber Raman amplifiers are proposed and compared in this paper. On the basis of the Newton-Raphson method, multiple shooting algorithms for the two-point boundary value problems involved in solving Raman amplifier propagation equations are constructed. A verified example shows that, compared with the traditional Runge-Kutta methods, the proposed methods can increase the accuracy by more than two orders of magnitude under the same conditions. The simulations for Raman amplifier propagation equations demonstrate that our methods can increase the computing speed by more than 5 times, extend the step size significantly, and improve the stability in comparison with the Dormand-Prince method. The numerical results show that the combination of the multiple shooting algorithms and the proposed methods has the capacity to rapidly and effectively solve the model equations of multipump Raman amplifiers under various conditions such as co-, counter- and bi-directionally pumped schemes, as well as dual-order pumped schemes.

A computational study of a parallel Branch and Bound algorithm for the quadratic 0-1 programming problem on transputers

Discrete optimization problems are very difficult to solve, even if the dimantion is small. For most of them the problem of finding an ε-approximate solution is already NP-hard.

Design of neuro-fuzzy models by evolutionary and gradient-based algorithms

All systems found in nature exhibit, with different degrees, a nonlinear behavior. To emulate this behavior, classical systems identification techniques use, typically, linear models, for mathematical simplicity. Models inspired by biological principles (artificial neural networks) and linguistically motivated (fuzzy systems), due to their universal approximation property, are becoming alternatives to classical mathematical models. In systems identification, the design of this type of models is an iterative process, requiring, among other steps, the need to identify the model structure, as well as the estimation of the model parameters. This thesis addresses the applicability of gradient-basis algorithms for the parameter estimation phase, and the use of evolutionary algorithms for model structure selection, for the design of neuro-fuzzy systems, i.e., models that offer the transparency property found in fuzzy systems, but use, for their design, algorithms introduced in the context of neural networks. A new methodology, based on the minimization of the integral of the error, and exploiting the parameter separability property typically found in neuro-fuzzy systems, is proposed for parameter estimation. A recent evolutionary technique (bacterial algorithms), based on the natural phenomenon of microbial evolution, is combined with genetic programming, and the resulting algorithm, bacterial programming, advocated for structure determination. Different versions of this evolutionary technique are combined with gradient-based algorithms, solving problems found in fuzzy and neuro-fuzzy design, namely incorporation of a-priori knowledge, gradient algorithms initialization and model complexity reduction.

Integration of knowledge-based, qualitative and numeric tools for real time dynamic systems supervision

The proposal presented in this thesis is to provide designers of knowledge based supervisory systems of dynamic systems with a framework to facilitate their tasks avoiding interface problems among tools, data flow and management. The approach is thought to be useful to both control and process engineers in assisting their tasks. The use of AI technologies to diagnose and perform control loops and, of course, assist process supervisory tasks such as fault detection and diagnose, are in the scope of this work. Special effort has been put in integration of tools for assisting expert supervisory systems design. With this aim the experience of Computer Aided Control Systems Design (CACSD) frameworks have been analysed and used to design a Computer Aided Supervisory Systems (CASSD) framework. In this sense, some basic facilities are required to be available in this proposed framework: ·

A survey on sampling and probe methods for inverse problems

The goal of the review is to provide a state-of-the-art survey on sampling and probe methods for the solution of inverse problems. Further, a configuration approach to some of the problems will be presented. We study the concepts and analytical results for several recent sampling and probe methods. We will give an introduction to the basic idea behind each method using a simple model problem and then provide some general formulation in terms of particular configurations to study the range of the arguments which are used to set up the method. This provides a novel way to present the algorithms and the analytic arguments for their investigation in a variety of different settings. In detail we investigate the probe method (Ikehata), linear sampling method (Colton-Kirsch) and the factorization method (Kirsch), singular sources Method (Potthast), no response test (Luke-Potthast), range test (Kusiak, Potthast and Sylvester) and the enclosure method (Ikehata) for the solution of inverse acoustic and electromagnetic scattering problems. The main ideas, approaches and convergence results of the methods are presented. For each method, we provide a historical survey about applications to different situations.